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发表于 2010-2-19 03:50 PM
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I bought 120 call several Fridays ago, and bought put yesterday (adjust Feb. into Mar. 120 put). The put yesterday was very expensive so even with today's 8% drop, the put it's self only gained 4 ...
lwjnbtx 发表于 2010-2-19 14:46 
yeah, implied vol too high the day before ER. From what I learned in books, should buy options 1week before ER. some ppl only play volatility, buy 1 week before ER, then sell before ER. |
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